alphabet = dict()
for name in ['Chrome', 'Chromium', 'Google', 'Python']:
character = name[:1].upper()
if not character in alphabet:
alphabet[character] = list()
alphabet[character].append(name)

It is probably a bit faster to pre-populate the dictionary with A-Z, to save the key check on every name, and then afterwards delete keys with empty lists. I'm not sure either is the best solution though.